Python中的 sympy.stats.MultivariateT()函数
借助sympy.stats.MultivariateT()方法,我们可以创建具有多元 T 分布的联合随机变量。
Syntax: sympy.stats.MultivariateT(syms, mu, sigma, v)
Parameters:
syms: the symbol for identifying the random variable
mu: a matrix representing the location vector
sigma: The shape matrix for the distribution
v: a real number
Returns: a joint random variable with multivariate T-distribution.
示例 #1:
Python3
# import sympy, MultivariateT, density, Symbol
from sympy.stats import density, MultivariateT
from sympy import Symbol, pprint
x = Symbol("x")
# using sympy.stats.MultivariateT() method
X = MultivariateT("x", [1, 1], [[1, 0], [0, 1]], 2)
multiVar = density(X)(1, 2)
pprint(multiVar)
Python3
# import sympy, MultivariateT, density, Symbol
from sympy.stats import density, MultivariateT
from sympy import Symbol, pprint
x = Symbol("x")
# using sympy.stats.MultivariateT() method
X = MultivariateT("x", [1, 1, 1], [[1, 0, 1], [0, 1, 0], [0, 0, 1]], 1 / 2)
multiVar = density(X)(1, 2, 3)
pprint(multiVar)
输出 :
2
----
9*pi
示例 #2:
Python3
# import sympy, MultivariateT, density, Symbol
from sympy.stats import density, MultivariateT
from sympy import Symbol, pprint
x = Symbol("x")
# using sympy.stats.MultivariateT() method
X = MultivariateT("x", [1, 1, 1], [[1, 0, 1], [0, 1, 0], [0, 0, 1]], 1 / 2)
multiVar = density(X)(1, 2, 3)
pprint(multiVar)
输出 :
4 ____ ___
2*\/ 11 *\/ 2 *Gamma(7/4)
-------------------------
3/2
121*pi *Gamma(1/4)